Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients
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Cites work
- scientific article; zbMATH DE number 3121288 (Why is no real title available?)
- scientific article; zbMATH DE number 1017028 (Why is no real title available?)
- scientific article; zbMATH DE number 1163807 (Why is no real title available?)
- A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
- A generic result in linear semi-infinite optimization
- A geometric view of parametric linear programming
- Approaches to sensitivity analysis in linear programming
- Coefficient perturbation of a constrained extremum
- Formulae for the sensitivity analysis of linear programming problems
- Matrix Sensitivity Analysis from an Interior Solution of a Linear Program
- On the Dimension of the Set of Rim Perturbations for Optimal Partition Invariance
- On the stability of linear systems with an exact constraint set
- Parametric objective function. I
- Parametric objective function. II. Generalization
- Recent contributions to linear semi-infinite optimization
- Semi-Infinite Programming: Theory, Methods, and Applications
- Sensitivity analysis in linear optimization: invariant support set intervals
- Sensitivity analysis in linear programming: Just be careful!
- Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program
- The use of the optimal partition in a linear programming solution for postoptimal analysis
- Uniqueness of the saddle points for most of the lagrange functions of the linear semi-infinite optimization
Cited in
(18)- Stability of semi-infinite vector optimization problems under functional perturbations
- Pseudo-Lipschitz property of linear semi-infinite vector optimization problems
- Sufficient conditions for pseudo-Lipschitz property in convex semi-infinite vector optimization problems
- Optimality conditions in convex multiobjective SIP
- Strong duality and dual pricing properties in semi-infinite linear programming: a non-Fourier-Motzkin elimination approach
- Formulae for the sensitivity analysis of linear programming problems
- Calmness of the optimal value in linear programming
- Recent contributions to linear semi-infinite optimization: an update
- Sensitivity analysis in linear semi-infinite programming via partitions
- On the sufficiency of finite support duals in semi-infinite linear programming
- Recent contributions to linear semi-infinite optimization
- Robust sensitivity analysis for linear programming with ellipsoidal perturbation
- Strong duality and sensitivity analysis in semi-infinite linear programming
- On stable uniqueness in linear semi-infinite optimization
- Semi-infinite optimization under convex function perturbations: Lipschitz stability
- Error bounds for the inverse feasible set mapping in linear semi-infinite optimization via a sensitivity dual approach
- Stable zero duality gaps in convex programming: complete dual characterisations with applications to semidefinite programs
- Post-optimal analysis of linear semi-infinite programs
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